CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 0.9413 0.9388 -0.0025 -0.3% 0.9475
High 0.9444 0.9396 -0.0048 -0.5% 0.9478
Low 0.9385 0.9363 -0.0022 -0.2% 0.9385
Close 0.9386 0.9379 -0.0007 -0.1% 0.9386
Range 0.0059 0.0033 -0.0026 -44.1% 0.0093
ATR 0.0047 0.0046 -0.0001 -2.1% 0.0000
Volume 2,405 970 -1,435 -59.7% 5,693
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9478 0.9462 0.9397
R3 0.9445 0.9429 0.9388
R2 0.9412 0.9412 0.9385
R1 0.9396 0.9396 0.9382 0.9388
PP 0.9379 0.9379 0.9379 0.9375
S1 0.9363 0.9363 0.9376 0.9355
S2 0.9346 0.9346 0.9373
S3 0.9313 0.9330 0.9370
S4 0.9280 0.9297 0.9361
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9695 0.9634 0.9437
R3 0.9602 0.9541 0.9412
R2 0.9509 0.9509 0.9403
R1 0.9448 0.9448 0.9395 0.9432
PP 0.9416 0.9416 0.9416 0.9409
S1 0.9355 0.9355 0.9377 0.9339
S2 0.9323 0.9323 0.9369
S3 0.9230 0.9262 0.9360
S4 0.9137 0.9169 0.9335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9478 0.9363 0.0115 1.2% 0.0049 0.5% 14% False True 1,332
10 0.9573 0.9363 0.0210 2.2% 0.0049 0.5% 8% False True 971
20 0.9583 0.9363 0.0220 2.3% 0.0044 0.5% 7% False True 630
40 0.9700 0.9363 0.0337 3.6% 0.0044 0.5% 5% False True 467
60 0.9775 0.9363 0.0412 4.4% 0.0041 0.4% 4% False True 361
80 0.9775 0.9363 0.0412 4.4% 0.0040 0.4% 4% False True 289
100 0.9775 0.9363 0.0412 4.4% 0.0037 0.4% 4% False True 237
120 0.9777 0.9360 0.0417 4.4% 0.0037 0.4% 5% False False 208
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9536
2.618 0.9482
1.618 0.9449
1.000 0.9429
0.618 0.9416
HIGH 0.9396
0.618 0.9383
0.500 0.9380
0.382 0.9376
LOW 0.9363
0.618 0.9343
1.000 0.9330
1.618 0.9310
2.618 0.9277
4.250 0.9223
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 0.9380 0.9415
PP 0.9379 0.9403
S1 0.9379 0.9391

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These figures are updated between 7pm and 10pm EST after a trading day.

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